+773.6%
MDB vs EQH
+226.5%
+547.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -2.7% |
| 7D | -18.0% | +5.4% | -23.4% | -20.0% |
| 30D | -10.7% | +1.0% | -11.7% | -11.3% |
| 3M | +1.0% | +26.7% | -25.8% | -9.3% |
| 6M | +31.6% | +34.4% | -2.7% | +14.6% |
| YTD | -15.2% | +11.5% | -26.6% | -19.8% |
| 1Y | +10.1% | +0.4% | +9.7% | +8.1% |
| 3Y | -5.6% | +96.5% | -102.2% | -29.0% |
| 5Y | -24.5% | +93.4% | -117.9% | -42.3% |
| All | +773.6% | +226.5% | +547.1% | +418.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling